Some singular sample path properties of a multiparameter fractional Brownian motion

preprint2016arXivOpen access

Abstract

We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the fractional Brownian motion which is not increment stationary. This multiparameter fractional Brownian motion behaves very differently at the origin and away from the axes, which also appears in the Hausdorff dimension of its range and in the measure of its pointwise Hölder exponents. A functional version of this Chung-type law is also provided.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.